-21.7%
ONON vs LYV
+95.6%
-117.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | -2.1% | -1.9% | -0.1% | -0.9% |
| 30D | -11.6% | -8.2% | -3.4% | -7.2% |
| 3M | -30.1% | -1.3% | -28.8% | -29.6% |
| 6M | -30.5% | +2.6% | -33.1% | -31.9% |
| YTD | -41.0% | +19.4% | -60.4% | -47.3% |
| 1Y | -36.7% | -2.2% | -34.5% | -37.0% |
| 3Y | -8.6% | +106.0% | -114.6% | -44.7% |
| All | -21.7% | +95.6% | -117.3% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling